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Ju-Yi Yen & Marc Yor
Local Times and Excursion Theory for Brownian Motion [PDF ebook]
A Tale of Wiener and Ito Measures

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Cover of Ju-Yi Yen & Marc Yor: Local Times and Excursion Theory for Brownian Motion (PDF)

This monograph discusses the existence and regularity properties of local times associated to a continuous semimartingale, as well as excursion theory for Brownian paths. Realizations of Brownian excursion processes may be translated in terms of the realizations of a Wiener process under certain conditions. With this aim in mind, the monograph presents applications to topics which are not usually treated with the same tools, e.g.: arc sine law, laws of functionals of Brownian motion, and the Feynman-Kac formula.

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Language English ● Format PDF ● ISBN 9783319012704 ● Publisher Springer International Publishing ● Published 2013 ● Downloadable 3 times ● Currency EUR ● ID 6302552 ● Copy protection Adobe DRM

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